The Month-Turn Snapback: When Rebalancing Selling Hits Stocks Into Month-End, the New Month’s First Session Has Closed Higher 80% of the Time Yang Market Research · Original Idea · September 30, 2026 On Monday we flagged that stocks had beaten bonds by +4.61 points in September through the 25th, which historically sets up rebalancing selling
The Quarter-End Rebalancing Squeeze: Stocks Beat Bonds in September, and the Last Three Sessions Tend to Pay for It Yang Market Research · Original Idea · September 28, 2026 Through the close on Friday, September 25 — three sessions before month-end — the S&P 500 was up 0.75% for September while the long-bond ETF (TLT)
Swing model made the following adjustment Monday morning… model closed out its long position from August 13th and initiated a short position at SPX 7705.
A 1.5% Post-Expiration Rally Has Been a One-Day Sell Signal New-trigger client note · September 21, 2026 The S&P 500 rose 1.49% today, the first session after September’s triple-witching expiration — the 31st time since 1991 the index has gained 1.45% or more immediately after an expiration cycle rolls over. The next session has been
S&P 500 Hits a 10-Session High While the Transports Hit a 10-Session Low New-trigger client note · September 21, 2026 The S&P 500 closed at a 10-session high today while the Dow Jones Transportation Average simultaneously closed at a 10-session low — a clean non-confirmation that has occurred just 33 times (de-clustered) since 1992. The
If you haven’t logged in to the website recently you may not know we’re tracking a couple of different discretionary models managed entirely by Claude… The ‘max portfolio’ is an end-of-day portfolio designed to outperform the S&P500 by the maximum amount possible utilizing only stocks and ETF’s. Since inception in late August, it’s outperforming the
Heavy-Volume Selling in the S&P 500 ETF, Twice in Three Sessions New-trigger client note · September 18, 2026 The S&P 500 ETF closed lower on volume more than two standard deviations above its 20-day average — the second such session in three. This is the 77th occurrence since 1993 and the first since June 9,
Research Log: Four Ideas Tested, None Survived Yang Market Research · September 18, 2026 · The centerpiece is a breadth signal that looked overwhelming and turned out to be an artifact of how the days were counted. Small caps are lagging badly and more NYSE stocks are hitting 52-week lows than 52-week highs, even with